+15.7%
A vs JBHT
+21.8%
-6.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.1% | -1.6% |
| 7D | +1.4% | +0.9% | +0.4% | +1.1% |
| 30D | +4.3% | -1.1% | +5.4% | +4.6% |
| 3M | +19.8% | -14.8% | +34.6% | +25.4% |
| 6M | +54.4% | -7.4% | +61.8% | +55.9% |
| YTD | +31.7% | +17.3% | +14.4% | +20.8% |
| 1Y | +22.4% | +35.3% | -12.9% | +6.1% |
| 3Y | +67.7% | +33.9% | +33.7% | +40.2% |
| 5Y | +15.7% | +22.5% | -6.8% | -4.2% |
| All | +15.7% | +21.8% | -6.1% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded JBHT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling